Works matching IS 13684221 AND DT 2004 AND VI 7 AND IP 1
Results: 13
Pooling of forecasts.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 1, doi. 10.1111/j.1368-423X.2004.00119.x
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Least squares estimation and tests of breaks in mean and variance under misspecification.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 32, doi. 10.1111/j.1368-423X.2004.00120.x
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- Article
Linearity tests and stationarity.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 55, doi. 10.1111/j.1368-423X.2004.00121.x
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- Article
Efficient inference in multivariate fractionally integrated time series models.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 63, doi. 10.1111/j.1368-423X.2004.00122.x
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The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 98, doi. 10.1111/j.1368-423X.2004.00123.x
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- Article
Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 120, doi. 10.1111/j.1368-423X.2004.00124.x
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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 143, doi. 10.1111/j.1368-423X.2004.00125.x
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Asymptotic inference results for multivariate long-memory processes.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 168, doi. 10.1111/j.1368-423X.2004.00126.x
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Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 191, doi. 10.1111/j.1368-423X.2004.00127.x
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Two-stage quantile regression when the first stage is based on quantile regression.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 218, doi. 10.1111/j.1368-423X.2004.00128.x
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Modelling phase shifts among stochastic cycles.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 232, doi. 10.1111/j.1368-423X.2004.00129.x
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Cointegration analysis in the presence of outliers.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 249, doi. 10.1111/j.1368-423X.2004.00130.x
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Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 272, doi. 10.1111/j.1368-423X.2004.00131.x
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- Article